Mr McAnulty, who was with MPs Stuart Nash, David Parker, David Clark and Grant Robertson, said the "poor wee thing was wet through".
The council was contacted.
Fortunately the dog was microchipped and was soon back at home.
The team's day included Arrow FM for July's segment of From the Left.
In the segment Mr McAnulty said how important it is for the Government to promote and encourage regional success.
He said he is keen to see people move to Wairarapa for its prosperity, not just because they have ties here.
The team discussed how New Zealand can't just prosper from bigger regions like Auckland or Wellington alone, and that rural and regional areas are vital in keeping the country economically successful.
"Regions are the economic lifeblood of our country," Mr Parker said.
Mr Nash also stressed the importance of regional success in maintaining a prosperous country.
"We believe that the Government has a major role to play in economic development," he said.
"So we need to find out what we need to do to engage with regions and help them grow."
Mr Robertson said Labour MPs have been spending time visiting people and businesses in rural and regional areas throughout New Zealand to develop a plan that will promote regional prosperity and be relevant to working peoples' needs.
"We want to give people a reason to move back to Wairarapa and stay here," he said.
"People are going to go where the opportunities are."
Mr McAnulty said wages have decreased dramatically over the past 10 years in Wairarapa - dropping 15 per cent since 2006 - which has been hard for businesses and workers, but many opportunities for growth are still available in the region.